Anic Equity¶

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Total return since start: 0.717 %¶

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Equity now: -----------------------------> 52447.37 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41116.82 Kr¶

PnL: ---------------------------------------> -640.18 Kr¶

DD now: ---------------------------------> -1.267 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 09:02:06.825833'

Anic Portfolio¶

Today¶

Return: -0.174 %¶

This Week¶

Return: -1.166 %¶

Total¶

Return: 71.699 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 49 1.380000 646.800000 7.800000 1.220000 638.999984
Humana 40 2.180000 676.000000 2.000000 0.300000 674.000000
Eastnine 6 0.000000 658.800000 1.800000 0.270000 657.000000
SCA A 4 -0.400000 600.000000 1.000000 0.170000 599.000000
Biotage 4 0.000000 604.000000 1.000000 0.170000 603.000000
Bactiguard Holding B 37 -1.720000 2960.000000 0.000000 0.000000 2960.000000
Nederman Holding 11 0.000000 2183.500000 0.000000 0.000000 2183.500000
NCC A 6 0.000000 598.800000 -0.200000 -0.030000 598.999998
Creades A 7 -0.340000 610.400000 -0.600000 -0.100000 610.999998
Investor B 3 -0.110000 654.750000 -0.750000 -0.110000 655.500000
Addtech B 3 -0.170000 696.000000 -4.000000 -0.570000 699.999999
Latour B 2 -0.180000 444.600000 -4.400000 -0.980000 449.000000
BONESUPPORT HOLDING 10 -0.490000 1219.000000 -5.000000 -0.410000 1224.000000
SynAct Pharma 9 -0.840000 639.900000 -5.100000 -0.790000 645.000003
Addnode Group B 6 -0.720000 744.600000 -5.400000 -0.720000 750.000000
NCC B 7 0.380000 647.500000 -6.500000 -0.990000 653.999997
Embracer Group B 26 0.760000 655.070000 -6.930000 -1.050000 661.999988
Sampo Oyj SDB 1 0.510000 497.500000 -7.500000 -1.490000 505.000000
Profoto Holding 7 0.000000 574.000000 -8.000000 -1.370000 581.999999
Fortnox 10 0.490000 658.200000 -9.800000 -1.470000 668.000000
Indutrade 5 -0.270000 1309.500000 -10.500000 -0.800000 1320.000000
Sdiptech B 3 -0.300000 807.600000 -14.400000 -1.750000 822.000000
Xvivo Perfusion 3 0.000000 823.500000 -21.500000 -2.540000 845.000001
Vitrolife 3 -0.830000 648.000000 -29.000000 -4.280000 677.000001
Volati 5 0.190000 541.000000 -33.000000 -5.750000 574.000000
Lundin Gold 7 -0.450000 936.600000 -37.400000 -3.840000 973.999999
Balco Group 39 0.000000 1836.900000 -38.100000 -2.030000 1874.999997
Ambea 68 -0.220000 2495.600000 -41.400000 -1.630000 2537.000032
Investor A 16 -0.050000 3502.400000 -42.600000 -1.200000 3545.000000
Lime Technologies 2 0.000000 545.000000 -48.000000 -8.090000 593.000000
Wästbygg Gruppen B 80 0.000000 2816.000000 -55.000000 -1.920000 2871.000000
New Wave B 20 -0.050000 3812.000000 -104.000000 -2.660000 3916.000000
Gaming Innovation Group 161 -1.560000 4073.300000 -114.700000 -2.740000 4187.999942
TOTAL 41116.820000 -640.180000 -1.2669% 41756.999938

Updated:¶

'2023-06-09 09:02:21.752234'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶